Anic Equity¶

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Total return since start: 0.57 %¶

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Equity now: -----------------------------> 47942.75 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46547.8 Kr¶

PnL: ---------------------------------------> -340.77 Kr¶

DD now: ---------------------------------> -1.413 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-23 14:38:13.765938'

Anic Portfolio¶

Today¶

Return: 0.062 %¶

This Week¶

Return: 0.062 %¶

Total¶

Return: 56.952 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 2.640000 3229.200000 258.200000 8.690000 2971.000006
HEBA B 70 2.920000 2835.000000 199.000000 7.550000 2636.000010
FM Mattsson Mora Group B 50 0.170000 2980.000000 53.000000 1.810000 2927.000000
Corem Property Group B 59 0.870000 618.910000 41.910000 7.260000 576.999999
AcadeMedia 12 0.690000 597.360000 40.360000 7.250000 557.000004
Samhällsbyggnadsbo. i Norden B 20 3.230000 392.900000 37.900000 10.680000 355.000000
HMS Networks 2 3.680000 710.000000 37.000000 5.500000 673.000000
MedCap 2 2.700000 457.000000 36.000000 8.550000 421.000000
Boozt 12 0.070000 1687.200000 33.200000 2.010000 1653.999996
SAAB B 8 -0.950000 3407.200000 30.200000 0.890000 3377.000000
Resurs Holding 22 -0.220000 599.720000 25.720000 4.480000 573.999998
Eastnine 4 1.100000 514.400000 23.400000 4.770000 491.000000
OEM International B 7 0.640000 549.500000 21.500000 4.070000 527.999997
Intrum 4 1.940000 546.400000 19.400000 3.680000 527.000000
Norva24 Group 16 -0.340000 558.080000 15.080000 2.780000 543.000000
Fastighetsbolag. Emilshus Pref 21 1.670000 576.450000 14.450000 2.570000 562.000005
Coor Service Management Hold. 8 1.570000 543.600000 11.600000 2.180000 532.000000
Securitas B 6 2.230000 576.600000 6.600000 1.160000 570.000000
Karnov Group 9 0.170000 541.800000 5.800000 1.080000 536.000004
Swedbank A 3 0.110000 567.900000 3.900000 0.690000 564.000000
CTEK 13 1.420000 537.550000 3.550000 0.660000 533.999999
Samhällsbyggnadsbo. i Norden D 12 2.090000 246.000000 0.000000 0.000000 246.000000
Creaspac SPAC 6 -0.210000 576.600000 -0.400000 -0.070000 577.000002
Handelsbanken A 5 0.140000 544.750000 -1.250000 -0.230000 546.000000
Nordea Bank Abp 29 0.050000 3450.420000 -3.580000 -0.100000 3453.999992
Essity B 2 -1.910000 566.400000 -7.600000 -1.320000 574.000000
Midsona B 63 2.590000 574.560000 -8.440000 -1.450000 582.999984
Essity A 4 -1.570000 1132.000000 -17.000000 -1.480000 1149.000000
Sampo Oyj SDB 7 -0.460000 3825.500000 -24.500000 -0.640000 3850.000000
International Petroleum Corp. 5 3.920000 569.500000 -25.070000 -4.220000 594.565215
Vivesto 1368 -2.610000 542.000000 -71.000000 -11.580000 612.999432
Axfood 13 0.040000 3662.100000 -93.900000 -2.500000 3756.000001
OX2 18 -0.620000 1440.000000 -224.000000 -13.460000 1663.999992
Fasadgruppen Group 35 0.400000 3500.000000 -311.000000 -8.160000 3810.999990
Ovzon 52 0.360000 2891.200000 -470.800000 -14.000000 3361.999992
TOTAL 46547.800000 -340.770000 -1.413% 46888.564618

Updated:¶

'2023-01-23 14:38:25.932279'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶